Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,854.85 |
22,876.43 |
21.58 |
0.1% |
22,779.73 |
High |
22,884.82 |
22,905.33 |
20.51 |
0.1% |
22,905.33 |
Low |
22,821.13 |
22,855.93 |
34.80 |
0.2% |
22,739.38 |
Close |
22,841.01 |
22,871.72 |
30.71 |
0.1% |
22,871.72 |
Range |
63.69 |
49.40 |
-14.29 |
-22.4% |
165.95 |
ATR |
91.39 |
89.45 |
-1.93 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,025.86 |
22,998.19 |
22,898.89 |
|
R3 |
22,976.46 |
22,948.79 |
22,885.31 |
|
R2 |
22,927.06 |
22,927.06 |
22,880.78 |
|
R1 |
22,899.39 |
22,899.39 |
22,876.25 |
22,888.53 |
PP |
22,877.66 |
22,877.66 |
22,877.66 |
22,872.23 |
S1 |
22,849.99 |
22,849.99 |
22,867.19 |
22,839.13 |
S2 |
22,828.26 |
22,828.26 |
22,862.66 |
|
S3 |
22,778.86 |
22,800.59 |
22,858.14 |
|
S4 |
22,729.46 |
22,751.19 |
22,844.55 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,336.66 |
23,270.14 |
22,962.99 |
|
R3 |
23,170.71 |
23,104.19 |
22,917.36 |
|
R2 |
23,004.76 |
23,004.76 |
22,902.14 |
|
R1 |
22,938.24 |
22,938.24 |
22,886.93 |
22,971.50 |
PP |
22,838.81 |
22,838.81 |
22,838.81 |
22,855.44 |
S1 |
22,772.29 |
22,772.29 |
22,856.51 |
22,805.55 |
S2 |
22,672.86 |
22,672.86 |
22,841.30 |
|
S3 |
22,506.91 |
22,606.34 |
22,826.08 |
|
S4 |
22,340.96 |
22,440.39 |
22,780.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,905.33 |
22,739.38 |
165.95 |
0.7% |
61.57 |
0.3% |
80% |
True |
False |
|
10 |
22,905.33 |
22,416.00 |
489.33 |
2.1% |
75.25 |
0.3% |
93% |
True |
False |
|
20 |
22,905.33 |
22,219.11 |
686.22 |
3.0% |
81.08 |
0.4% |
95% |
True |
False |
|
40 |
22,905.33 |
21,600.34 |
1,304.99 |
5.7% |
92.84 |
0.4% |
97% |
True |
False |
|
60 |
22,905.33 |
21,496.13 |
1,409.20 |
6.2% |
90.56 |
0.4% |
98% |
True |
False |
|
80 |
22,905.33 |
21,197.08 |
1,708.25 |
7.5% |
96.25 |
0.4% |
98% |
True |
False |
|
100 |
22,905.33 |
20,933.58 |
1,971.75 |
8.6% |
94.82 |
0.4% |
98% |
True |
False |
|
120 |
22,905.33 |
20,553.45 |
2,351.88 |
10.3% |
96.13 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,115.28 |
2.618 |
23,034.66 |
1.618 |
22,985.26 |
1.000 |
22,954.73 |
0.618 |
22,935.86 |
HIGH |
22,905.33 |
0.618 |
22,886.46 |
0.500 |
22,880.63 |
0.382 |
22,874.80 |
LOW |
22,855.93 |
0.618 |
22,825.40 |
1.000 |
22,806.53 |
1.618 |
22,776.00 |
2.618 |
22,726.60 |
4.250 |
22,645.98 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,880.63 |
22,868.89 |
PP |
22,877.66 |
22,866.06 |
S1 |
22,874.69 |
22,863.23 |
|